S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	-0.0673	-3.00
$α$	0.1021	5.92
$β$	0.7921	29.32
$γ$	1.4004	9.15

V-Lab

CIBC MSCI USA Equity Index ETF CAD Hedged AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:18.90% (-2.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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